MUB Options History — June 2022

In June 2022, MUB traded between $104.99 and $107.99. ATM implied volatility averaged 8.4%, placing in the 77.5% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 1.9% (HV 20d: 6.5%). Max pain ranged from $106.00 to $108.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 4.16.

Notable Days

  • 2022-06-10: Highest Volume — 28,859 contracts
  • 2022-06-13: Largest IV spike — 31.2% change
  • 2022-06-13: Highest IV Rank — 100.0%
  • 2022-06-15: Largest Expected Move — 3.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$106.30$104.99$107.99$107.99$106.41
Max Pain$107.29$106.00$108.00$106.00$107.00
ATM IV8.4%5.8%11.2%6.3%8.3%
Expected Move2.4%1.7%3.2%1.8%2.4%
HV 20d6.5%5.3%7.7%5.5%6.5%
HV 60d5.0%4.4%5.4%4.7%5.4%
IV Rank77.5%55.4%100.0%63.7%68.7%
IV Percentile91.9%73.0%100.0%82.1%94.4%
Term Structure-0.5%-1.9%0.3%0.2%0.3%
VWIV8.9%6.2%11.3%9.8%7.8%
Skew 25d1.9%0.9%3.8%2.4%1.0%
Skew 10d4.2%2.0%9.2%6.5%3.1%
Call IV 25d8.2%6.0%10.5%6.0%8.1%
Put IV 25d10.1%7.0%13.5%8.5%9.0%
Bid-Ask Spread %84.5761.05104.79104.7997.02
Gamma HHI0.460.260.760.740.43
Net GEX-20.6M-107.6M40.1M29.7M-27.0M
Net DEX78.8M-56.9M290.8M-56.9M35.0M
Net VEX-171.6K-276.0K-109.8K-160.3K-109.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.160.9518.521.417.36
Total Volume5,489.2861,72128,8592,4951,806
Total OI30,646.85718,50559,23418,70118,882

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$107.99$106.006.3%1.8%5.5%63.7%9.8%2.4%0.2%29.7M-56.9M-160.3K1.41104.791,0351,46013,1565,545
2022-06-02$107.92$108.006.4%1.9%5.5%64.3%6.8%1.4%-0.1%30.3M-52.9M-151.0K0.9880.393,0192,95112,9635,568
2022-06-03$107.96$108.005.8%1.8%5.4%55.4%6.6%1.6%0.1%40.1M-54.5M-153.8K0.9582.863,1112,95113,9046,555
2022-06-06$107.68$108.007.1%1.9%5.3%74.3%6.7%1.3%-0.2%35.5M-42.4M-158.2K2.4282.171,3113,17815,8368,563
2022-06-07$107.68$108.006.2%1.7%5.3%60.7%6.2%1.0%0.1%40.0M-41.7M-158.7K2.9178.421,2603,67016,0648,814
2022-06-08$107.45$108.006.3%1.8%5.3%63.4%6.2%1.2%-0.1%33.7M-24.1M-150.4K1.1189.051,2561,39916,0749,313
2022-06-09$106.91$108.006.2%1.8%5.7%61.1%6.4%1.3%0.0%12.8M7.3M-123.5K18.5289.461,15821,44315,9749,317
2022-06-10$106.59$108.007.1%2.0%5.8%75.0%8.4%2.1%-0.3%-54.2M89.6M-231.5K18.3670.921,49127,36815,97629,357
2022-06-13$105.09$107.009.3%2.7%7.7%100.0%10.0%3.5%-0.9%-68.3M263.7M-276.0K2.3761.051,3763,25816,31140,358
2022-06-14$104.99$107.009.3%2.7%7.7%99.9%10.9%3.8%-1.0%-75.3M290.8M-236.6K2.6890.001,2433,33616,45041,510
2022-06-15$105.24$107.0011.2%3.2%7.7%100.0%11.1%2.1%-1.9%-84.7M271.8M-224.2K2.0895.531,5443,20516,45041,580
2022-06-16$105.21$107.0010.4%3.0%7.7%91.4%10.3%2.4%-1.3%-86.6M280.1M-214.5K1.2080.971,5841,89916,73942,419
2022-06-17$105.43$107.0010.2%2.9%7.6%89.1%9.8%2.1%-1.2%-107.6M266.5M-186.4K1.2876.451,4551,86816,80642,428
2022-06-21$105.19$107.0010.6%3.0%7.4%93.2%11.3%2.2%-0.9%-17.9M72.7M-170.8K1.6978.138281,3963,48315,022
2022-06-22$105.64$107.009.8%2.8%7.6%85.0%10.5%2.3%-0.7%-19.2M62.8M-168.5K1.6679.728401,3963,53615,088
2022-06-23$105.82$107.0010.3%2.9%7.1%89.7%10.6%1.9%-1.2%-18.7M58.4M-167.0K1.9482.157411,4403,56215,088
2022-06-24$105.89$107.009.4%2.7%6.5%80.3%10.7%1.9%-0.7%-20.1M55.6M-159.2K2.0984.747141,4893,55415,087
2022-06-27$105.77$107.008.8%2.5%6.1%73.3%9.6%1.4%-0.1%-23.4M58.6M-142.3K1.9190.357781,4893,56315,137
2022-06-28$105.49$107.008.8%2.5%5.9%74.3%9.4%1.6%-0.1%-24.7M65.1M-139.4K6.7988.742211,5003,63415,137
2022-06-29$105.95$107.008.0%2.3%6.2%65.3%7.5%0.9%0.3%-27.9M50.3M-122.4K7.5793.062111,5973,63615,145
2022-06-30$106.41$107.008.3%2.4%6.5%68.7%7.8%1.0%0.3%-27.0M35.0M-109.8K7.3697.022161,5903,64115,241